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Sovereign Trust Insurance PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.17% (-17.37%)
Analysis last updated: Friday, February 13, 2026 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sovereign Trust Insurance PLC SGARCH
paramt-stat
ω1.50980.18
α0.52843.51
β0.471420.46
γ1-38.2142-0.12
γ2167.50310.52
γ3-434.9564-40.75
γ4772.5967202.60
γ5-818.6315-366.22
γ6462.0247147.48
γ7-122.7828-35.53
γ814.76352.84
γ9-4.0732-0.53
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts